#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
namespace Cephei.QL.Termstructures.Yield
{
    /// <summary> 
	/// ! Fits a discount function to the form \f$ d(t) = \exp^{-r t}, \f$ where the zero rate \f$r\f$ is defined as \f[ r \equiv c_0 + (c_0 + c_1)(\frac {1 - exp^{-\kappa t}}{\kappa t}) - c_2exp^{ - \kappa t} + c_3{(\frac{1 - exp^{-\kappa_1 t}}{\kappa_1 t} -exp^{-\kappa_1 t})}. \f] See: Svensson, L. (1994). Estimating and interpreting forward interest rates: Sweden 1992-4. Discussion paper, Centre for Economic Policy Research(1051).
	/// </summary>
    [Guid ("F06E2464-40C9-4c67-9DEF-65D6E0F6FC08"),ComVisible(true)]
	public interface ISvenssonFitting 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
    }   

    /// <summary> 
	/// ! Fits a discount function to the form \f$ d(t) = \exp^{-r t}, \f$ where the zero rate \f$r\f$ is defined as \f[ r \equiv c_0 + (c_0 + c_1)(\frac {1 - exp^{-\kappa t}}{\kappa t}) - c_2exp^{ - \kappa t} + c_3{(\frac{1 - exp^{-\kappa_1 t}}{\kappa_1 t} -exp^{-\kappa_1 t})}. \f] See: Svensson, L. (1994). Estimating and interpreting forward interest rates: Sweden 1992-4. Discussion paper, Centre for Economic Policy Research(1051). Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ISvenssonFitting_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    ISvenssonFitting Create ();
    }
}

